Now showing items 1-3 of 3
Robust Capital Asset Pricing Model Estimation through Cross-Validation
(North Dakota State University, 2018)
Limitations of Capital Asset Pricing Model (CAPM) continue to present inconsistent em- pirical results despite its rm mathematical foundations provided in recent studies. In this thesis, we examine how estimation errors ...
Comparative Classification of Prostate Cancer Data using the Support Vector Machine, Random Forest, Dualks and k-Nearest Neighbours
(North Dakota State University, 2015)
This paper compares four classifications tools, Support Vector Machine (SVM), Random Forest (RF), DualKS and the k-Nearest Neighbors (kNN) that are based on different statistical learning theories. The dataset used is a ...
Measuring Performance of United States Commercial and Domestic Banks and its Impact on 2007-2009 Financial Crisis
(North Dakota State University, 2019)
In the analysis of efficiency measures, the statistical Stochastic Frontier Analysis (SFA) and linear programming Data Envelopment Analysis (DEA) estimators have been widely applied. This dissertation is centered around ...